BNP Paribas Put 50 VZ 16.01.2026
/ DE000PC4AEJ3
BNP Paribas Put 50 VZ 16.01.2026/ DE000PC4AEJ3 /
2024-07-04 7:50:25 PM |
Chg.+0.010 |
Bid2024-07-04 |
Ask2024-07-04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.980EUR |
+1.03% |
0.980 Bid Size: 25,000 |
1.070 Ask Size: 25,000 |
Verizon Communicatio... |
50.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
PC4AEJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-01-31 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.82 |
Implied volatility: |
0.41 |
Historic volatility: |
0.22 |
Parity: |
0.82 |
Time value: |
0.31 |
Break-even: |
35.03 |
Moneyness: |
1.22 |
Premium: |
0.08 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.16 |
Spread %: |
16.49% |
Delta: |
-0.51 |
Theta: |
0.00 |
Omega: |
-1.72 |
Rho: |
-0.47 |
Quote data
Open: |
0.970 |
High: |
0.990 |
Low: |
0.960 |
Previous Close: |
0.970 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.92% |
1 Month |
|
|
+2.08% |
3 Months |
|
|
+3.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.960 |
1M High / 1M Low: |
1.120 |
0.960 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.988 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |